The CAPM based on risky fund is used to prove the famous CCAPM.
作为应用例子，本文使用基于风险基金的CAPM模型证明了著名的CCAPM模型。
To test the CAPM therefore one has to observe and be able to measure this efficient market portfolio.
测试的CAPM因此，一要遵守和能够衡量这个有效率的市场组合。
CAPM It's abbreviated as the CAPM and I'm not going to do it justice here, I'm sorry, but there are so many ins and outs of this.
它的缩写是，我不打算在这做进一步阐释，不好意思，但是这里有很多值得深究的东西。
The results of the empirical research show that the CAPM model using income as independent variable may reflect operational risk value in some measure;
研究结论认为：以收入为被解释变量的CAPM模型可以在某种程度上反映操作风险值的大小；
But since its birth, and the model test about the CAPM, not interrupted, the theory and method of inspection, the disorder is complicated and continuously new.
但是，自诞生以来，关于CAPM模型的检验就没有间断过，该理论及其检验方法不断出新，错乱复杂。
Since the CAPM model can't be used, the paper then tries to determine capital cost by find out an appropriate index to measure the risk of system of our country.
由于资本资产定价模型不能运用，本论文接着试图通过找到一个适用于我国的度量系统风险的有效指标的方法来计算资本成本。
Based on the CAPM, a model is build to reflect the expansion effect of negative interest rates to prices of the real estate industry, which is proved to be true in the theoretical analysis.
基于资本资产定价模型构建了负利率与房地产价格关系模型，实证结果支持了负利率对房地产价格所产生的扩张效应。
We prove that the CAPM for the risky fund, and find that the CAPM based on preferences for wealth holds true when the pricing kernel consists of individual investors' optimal consumption and wealth.
本文首先证明了基于风险基金的资产定价模型，然后使用该模型证明了如果定价的基准是单个的投资者的最优消费和财富时，那么基于财富偏好的资产定价模型成立。
Classical CAPM is just used to forecast the future return of financial assets by assessing systematical risk in one country.
经典资本资产定价模型只是通过预测一国内部的系统风险，来预测金融资产的未来收益。
Generally speaking, the classical pricing theory and the theory of efficient market is in the core of mainstream finance and the argument of EMH or CAPM has never ceased.
总的来说，经典的资产定价理论和市场有效理论一直占据着主流金融学的中心部分，关于EMH、CAPM的争论也一刻都没有停止过。
The problem of choosing a substitute for the market portfolio of risk assets in CAPM is discussed.
探讨CAPM中风险资产市场组合的替代品选择问题。
West scholars have done many empirical studies. Totally these empirical studies show that CAPM is perfectly similar to the yield structure of financial market.
西方学者对CAPM做过大量的实证研究，这些研究表明，CAPM可为金融市场的收益结构提供相当好的近似。
The No-cost Hypothesis is the fundamental cause for "Asset equilibrium price has nothing to do with the investor's preference" in Capital Asset Prices Model (CAPM).
无成本假说是资本资产定价模型（CAPM）“资产均衡价格与投资者偏好无关结论”的根本原因。
And according to the different the basic theories, the performance evaluation with benchmark can be divided into the mono-factor model based on CAPM model and the multi-factor model based on APT.
因所使用的基础理论不同，有基准的组合绩效评价模型分为C A PM模型的单因素模型和基于APT模型的多因素模型。
Based on CAPM, the authors obtained the expected return rate of entrepreneurs, the beta coefficient and risk premium of enterprises.
基于经典的资本资产定价(CAPM)理论，得到了企业家的期望收益率、企业的贝塔系数和风险溢价。
At the same time, this article studies the overreaction of Shanghai Stock Exchange using the CARs model, Buy-and-Hold model, CAPM, three factors model and Characteristic model.
然后，本文采用了市场调整的累计异常收益模型、买入并持有收益模型、单因素风险调整模型、三因素模型和特征模型来检验上海股票市场是否存在过度反应现象。
In this paper, we introduce the capital asset pricing model (CAPM), Prove the separation theorem. and analyze the Shanghai stock market with CAPM.
本文简单介绍了资本性资产定价模型(CAPM)，并且给出了分离定理的证明，还运用CAPM对上海股市进行了实证分析。
The Capital Asset Price model (CAPM) use the most extensive model on the security market at present.
资本资产定价模型(CAPM)是目前证券市场上应用最广泛的模型。
This paper firstly reviews the theory of cost of capital, and USES CAPM to achieve the result that the cost of capital of real estate industry in China is around 12.44%.
本文首先对资本成本理论进行了综述，并且利用经典资本资产定价模型即CAPM理论对中国房地产行业资本成本进行了计算，得出中国房地产行业的资本成本为12 44%。
In this paper, a commentary and an annotation to the basic ideas and methods of the asset portfolio theory, the security portfolio theory and the capital asset pricing model (CAPM) are presented.
对资产组合理论、证券组合理论、资本资产定价模型的基本思路及方法进行了评述，并对几点不足之处进行了改进及实证检验。
CAPM theory is the core of modern financial theories, widely applying to the fields such as pricing analysis of financial assets, investment decision-marking, etc.
资产资本定价模型(CAPM)是现代金融理论的核心内容，广泛应用于金融资产的定价分析及投资决策领域。
The Certified Associate in project Management (CAPM) credential is designed for project team members and entry-level project managers, as well as qualified undergraduate and graduate students.
项目管理专业助理师(apm)质认证，专为项目团队成员及入门的项目经理人设计，同时适用于在校大学生或本科毕业生。
A detailed analysis is made of the idealistic CAPM pricing model and its application in actual price estimation.
分析了在理想环境下CAPM定价模型及其在实际预计股价中的应用。
Along with various accumulations of anomalies in financial market, the correctness of Efficient market Hypothesis (EMH) and the Capital Asset Pricing Model (CAPM) has been doubted.
随着金融市场上各种异象的累积，有效市场假说(emh)和资本资产定价模型(CAPM)的权威地位已开始动摇。
The paper has transverse check to CAPM by using data from Shenzhen's securities, studies relations between stock group and single stock and system risk, and analyzes single stock risk construction.
采用深圳证券市场交易数据对资本资产定价模型进行了横截面检验，研究了股票组合和单支股票收益率与系统风险的关系，并分析了个股风险构成。
This paper looks back the general course of empirical tests abroad about CAPM, and sets out related papers to CAPM home.
本文回顾了国外关于CAPM的实证研究的大体历程，同时整理了国内的相关文献。
The capital asset pricing model(CAPM)is a method in common use for analyzing securities combination in mathematical form.
资本资产定价模型（CAPM）是常用的一种证券定量组合分析方法。
Therefore, the paper suggests that CAPM is ineffective and the asset pricing depends on multi-factor model in Shanghai A-share market.
因此，在上海A股市场，CAPM失去了有效性，资产定价可以由多因素模型决定。
Therefore, the paper suggests that CAPM is ineffective and the asset pricing depends on multi-factor model in Shanghai A-share market.
因此，在上海A股市场，CAPM失去了有效性，资产定价可以由多因素模型决定。
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